+2.0%
TSN vs REPL
-9.7%
+11.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -1.0% |
| 7D | -7.3% | -9.6% | +2.3% | -7.2% |
| 30D | -8.6% | +5.7% | -14.3% | -8.7% |
| 3M | -7.5% | +56.4% | -63.9% | -8.4% |
| 6M | -14.1% | +67.4% | -81.6% | -16.8% |
| YTD | -9.4% | +48.7% | -58.1% | -12.1% |
| 1Y | -4.1% | +148.3% | -152.4% | -9.0% |
| 3Y | +10.3% | -26.7% | +37.0% | +3.1% |
| 5Y | -19.7% | -54.1% | +34.4% | -24.5% |
| All | +2.0% | -9.7% | +11.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling